I was working with SVR, and wondering, why can't I solve a natural regression problem as a multiclassification task ?
Example: I have for a regression problem: targets 1, 5 and 10, trying to fit Integers numbers inside of this range.
Why can't I use a multiclassification with targets 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 ?
What are the advantages and disadvantages of such approach ?
- One of disadvantages that I can see, is that I must have a complete target training set (1 to 10) at the multiclass problem. Any other problems ?